The Administrator announces that the Potentially Erroneous Data Parameter for all CME CF Cryptocurrency Pricing Product indices will be amended on June 11th, 2024, at approximately 11:00 London Time.
The future parameter levels for each index are summarised in the table below.

Any questions or queries should be directed to [email protected].
Any user wishing to file a complaint regarding these changes can do so confidentially by writing to [email protected].
The information contained within is for educational and informational purposes ONLY. It is not intended nor should it be considered an invitation or inducement to buy or sell any of the underlying instruments cited including but not limited to cryptoassets, financial instruments or any instruments that reference any index provided by CF Benchmarks Ltd. This communication is not intended to persuade or incite you to buy or sell security or securities noted within. Any commentary provided is the opinion of the author and should not be considered a personalised recommendation. Please contact your financial adviser or professional before making an investment decision.
Note: Some of the underlying instruments cited within this material may be restricted to certain customer categories in certain jurisdictions.
Digital assets fell broadly over the past week as Bitcoin slipped to a moving average, with inflation prints and an equity sell-off in the background. Losses grew with distance from Bitcoin, hitting diversified and smaller-cap exposure hardest, while implied volatility rose.

Mark Pilipczuk
Size led the factor table for a third week at 0.59% as the Market rebounded 0.40% and 15 of 35 Broad Cap tokens closed higher. Momentum fell 1.58% in a rebound led by laggards, and Size's weekly print has narrowed from 8.86% to 0.59% in three weeks, even as its year-to-date lead holds at 22.81%.

Mark Pilipczuk
The Administrator announces the launch of the CF HODLife HARD Index, a co-branded benchmark developed by CF Benchmarks and HODLife, an insurance technology company.

Mark Pilipczuk
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